LÉVY SIMPLE STRUCTURAL MODELS
Year of publication: |
2007
|
---|---|
Authors: | BAXTER, MARTIN |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 10.2007, 04, p. 593-606
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Structural credit model | CDO pricing | Levy process | gamma process |
-
CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION
HURD, T. R., (2009)
-
Chen, Tsung-Kang, (2014)
-
Chen, Tsung-kang, (2014)
- More ...
-
Baxter, Martin, (2007)
-
Baxter, Martin, (1998)
-
Financial calculus : an introduction to derivative pricing
Baxter, Martin, (1996)
- More ...